Hessian and Concavity of Mutual Information, Differential Entropy, and Entropy Power in Linear Vector Gaussian Channels

DOI10.1109/TIT.2009.2023749zbMath1367.94258MaRDI QIDQ4975959

Miquel Payaro, Daniel P. Palomar

Publication date: 8 August 2017

Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)

Mathematics Subject Classification ID

Gaussian processes (60G15) Signal detection and filtering (aspects of stochastic processes) (60G35) Measures of information, entropy (94A17) Statistical aspects of information-theoretic topics (62B10) Channel models (including quantum) in information and communication theory (94A40)

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